Andrea Gamba

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andrea Gamba trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Gonzalo Cortazar
  2. Eduardo S. Schwartz

Papers from Andrea Gamba's perspective

Ordered by how strongly the researchers Andrea Gamba trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  2. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
  3. Specification Analysis of Affine Term Structure Models
  4. Valuing American Options by Simulation: A Simple Least-Squares Approach
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. The Term Structure of Interest Rates as a Random Field
  7. Quasi-Random Sequences and Their Discrepancies
  8. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  9. Implementing a stochastic model for oil futures prices
  10. Energy futures prices: term structure models with Kalman filter estimation

Their papers